The Los Angeles Police Department has opened a criminal investigation against US actor Charlie Sheen.

Police said Sheen is the subject of a felony threat investigation related to his ex-finacee, NBC News reports.

Officer Matthew Ludwig told AFP the probe was launched on March 31 in connection with a case in which Sheen was listed as a suspect.

"The Los Angeles Police Department threat management unit are the lead investigators on this case and the victim's information is confidential," Ludwig said, adding that a search warrant had been obtained in the case.

Charlie Sheen and ex-finacee Scottine Rossi. (Getty)

Several media reports said it was linked to claims Sheen had threatened to kill his ex-fiancee Scottine Ross.

Variety magazine said that in an "alleged audiotape", Sheen was apparently heard threatening to hire a hitman for $20,000 to kill Ross.

Sheen also allegedly admits in the tape to having lied to a sex partner about him being infected with HIV, Variety said.